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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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A linear model for tracking error minimization
Rudolf, Markus - In: Journal of banking & finance 23 (1999) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001253534
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The impact of foreign board membership on firm value
Oxelheim, Lars; Randøy, Trond - In: Journal of banking & finance 27 (2003) 12, pp. 2369-2392
Persistent link: https://www.econbiz.de/10001824124
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Misreported schooling, multiple measures and returns to educational qualifications
Battistin, Erich; De Nadai, Michele; Sianesi, Barbara - In: Journal of econometrics 181 (2014) 2, pp. 136-150
Persistent link: https://www.econbiz.de/10010473328
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev; Linton, Oliver; Xiao, Zhijie - In: Journal of econometrics 164 (2011) 1, pp. 92-115
Persistent link: https://www.econbiz.de/10009270405
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Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael - In: Journal of banking & finance 20 (1996) 9, pp. 1509-1530
Persistent link: https://www.econbiz.de/10001207828
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A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis - In: Journal of banking & finance 27 (2003) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179